Stock market trading volume. In: Ait-Sahalia, Y., Hansen, L.P. (Eds.), Handbook of Financial Econometrics, Volume 2: Applications. North-Holland, Amsterdam.Lo, A. W., and J. Wang (2010): "Stock Market Trading Volume," in The Handbook of Financial Econometrics, Y. Ait-Sahalia and ...
交易量,trading volume 1)trading volume交易量 1.Day-of-the-week effects of trading volume in Chinese stock market;中国股市交易量的周内效应 2.An Empirical Study on the Relationship between Fuel Oil Futures Returns and Its Trading Volume;我国燃料油期货收益、交易量关系的实证研究 3.An Empirical ...
Both volume and prices are driven by underlying economic forces, and thus convey important information about the workings of the market. This chapter focuses on the empirical characteristics of prices and volume in stock markets. The interactions between prices and quantities in an equilibrium yield ...
Both volume and prices are driven by underlying economic forces, and thus convey important information about the workings of the market. This chapter focuses on the empirical characteristics of prices and volume in stock markets. The interactions between prices and quantities in an equilibrium yield ...
Stock Return and Trading Volume Relation in Nepalese Stock Market: An ARDL Approach From investment perspective, the relationship between trading volume and stock returns is of great importance to individuals who invest in share market instruments. Keywords : Trading volume, stock returns, ARDL approach...
Stock-tradingvolumealsotendstoslackoff inAugust,whichcanmagnifytheimpactofanysuddendevelopment. 8月股市交易量一般也较小,这会放大任何突发事件带来的影响。 c.wsj.com 3. TheCompanywillallocatethe totaltradingvolumeofallportfoliosaccordingto itsappraisalresult on the brokers. ...
. . . This study analyzed the influence that movement of stock prices in Korean stock market have on trading volume and that trading volume has on stock prices. The analyzed data were extracted from daily data from Jan. 4, 2000 to Dec. 28, 2012 through the Korea Stock Exchange and Data...
This paper examines the relation between trading volume and stock return in China's stock market through lens of the momentum life cycle theory. Using the daily Chinese stock market data for the periods from 1990 to 2007, we found that the explanatory power of the momentum life cycle theory ...
We then test whether the turnover via Stock Connect provides information about the future market volatility in addition to the trading volume and other market variables. For the rest of this paper, we first examine the causal relationship among volatility, trading volume and Stock Connect turnover...
We then test whether the turnover via Stock Connect provides information about the future market volatility in addition to the trading volume and other market variables. For the rest of this paper, we first examine the causal relationship among volatility, trading volume and Stock Connect turnover...